Baking produces black image
When you have several textures and you want to turn them into one you bake diffuse or emit (as you wish) pass, see Bake Taxtures to one Image. 

What is wrong and why the warning

The catch that you likely face due to the warning you mention is that if an object has multiple materials baking is happening for all those materials. Thus it takes any selected Image Texture node in every material and tries to bake to it. 

There are 2 Image Texture nodes in materials dark_kuma_hand_t01.003 and dark_kuma_face_t01.002, one connected to the shader and used as a source, another one disconnected from everything which is correct.    

However there is only one Image Texture node used as color source  in materials dark_kuma_body_t01, dark_kuma_face_t01.003 and dark_kuma_face_t01.004.

This means that once baking is started it will get to materials mentioned in the last paragraph and bake to the image texture used as a source since it can't find anything else there to bake to. Hence color information source for first 2 materials gets overwritten and it also starts providing that black color which is baked above when Clear option is enabled.

This is why the warning Circular dependency for image for material X in object Y is important to notice; it allows to prevent image from being overwritten and saved since you can reload image from disk if it wasn't saved after baking.  

The warning isn't always meaning you have wrong node setup; e.g if you bake normal map from highpoly to lowpoly and connected normal map Image Texture node to the tree you will receive this warning as well however it won't mean anything in that case. Still it's better to check your node setup when baking anyway.

How to bake correctly

There are generally 3 ways.
Either copy paste image you're baking to to each material for the object and make sure it is selected for each material for the object, then bake.
Another way is to duplicate the object, remove all materials but those you want to bake and bake from that object to that object (Selected to Active unchecked).
Third way is to create 2 copies of the original object, remove all materials but those you want to bake from the copy you bake from, then remove all materials but one from the object you bake to.